lars

swMATH8165CRANlarsMaRDI QIDQ20175FDOQ20175

Least Angle Regression, Lasso and Forward Stagewise

Trevor Hastie

Last update: 13 April 2022

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.3

Source code repository: https://github.com/cran/lars

Cited In (80)

• gamlss.lasso
• Majorization-minimization algorithms for nonsmoothly penalized objective functions
• sisVIVE
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• High-dimensional graphs and variable selection with the Lasso
• A uniform framework for the combination of penalties in generalized structured models
• Applied Predictive Modeling
• SimSel: a new simulation method for variable selection
• Semiparametric Regression with R
• FindIt
• elasticnet
• Title not available (Why is that?)
• GGMselect
• plsRcox
• spikeslab
• mrMLM
• COBRA: a combined regression strategy
• gwrr
• qut
• cumSeg
• chemometrics
• scalreg
• RXshrink
• RobMixReg
• ebreg
• perryExamples
• Extensions of stability selection using subsamples of observations and covariates
• The Adaptive Lasso and Its Oracle Properties
• Regularization and Variable Selection Via the Elastic Net
• Cascade
• monomvn
• Patterns
• SelectBoost
• Model Selection and Estimation in Regression with Grouped Variables
• Boosting algorithms: regularization, prediction and model fitting
• OTRselect
• DisaggregateTS
• TSdisaggregation
• NHMSAR
• chemmodlab
• fsMTS
• sealasso
• QTL.gCIMapping
• SPSP
• mrMLM.GUI
• mcb
• FeaLect
• PACLasso
• Robust groupwise least angle regression
• For most large underdetermined systems of linear equations the minimal 𝓁₁‐norm solution is also the sparsest solution
• lassopv
• changepointsVar
• rRAP
• bastah
• pfa
• PAGWAS
• Sparse least trimmed squares regression for analyzing high-dimensional large data sets
• facmodTS
• Choosing summary statistics by least angle regression for approximate Bayesian computation
• Inferring dynamic gene regulatory networks with low-order conditional independencies -- an evaluation of the method
• Best-subset model selection based on multitudinal assessments of likelihood improvements
• Adaptive-modal Bayesian nonparametric regression
• Solution paths for the generalized Lasso with applications to spatially varying coefficients regression
• Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors
• Bayesian empirical likelihood for ridge and Lasso regressions
• Penalized wavelets: embedding wavelets into semiparametric regression
• Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence
• Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models
• Title not available (Why is that?)
• Sparse approximations of protein structure from noisy random projections
• A Scalable Empirical Bayes Approach to Variable Selection in Generalized Linear Models
• Testing Sparsity-Inducing Penalties
• An optimized feature selection technique based on bivariate copulas ``GBCFS
• Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter
• Title not available (Why is that?)
• Testing Alternative Regression Frameworks for Predictive Modeling of Health Care Costs
• An efficient Monte Carlo EM algorithm for Bayesian lasso
• A robust sparse linear approach for contaminated data
• Data Analysis Using Hierarchical Generalized Linear Models With R
• Bayesian Networks in R

This page was built for software: lars